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FEMD vs. IWS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEMD vs. IWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Mid Cap Equity ETF (FEMD) and iShares Russell Mid-Cap Value ETF (IWS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FEMD

1D
0.74%
1M
4.55%
YTD
6M
1Y
3Y*
5Y*
10Y*

IWS

1D
0.55%
1M
3.20%
YTD
16.41%
6M
14.81%
1Y
26.38%
3Y*
17.44%
5Y*
8.89%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEMD vs. IWS - Yearly Performance Comparison


Correlation

The correlation between FEMD and IWS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 27, 2026

0.94

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Return for Risk

FEMD vs. IWS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEMD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IWS
IWS Risk / Return Rank: 7171
Overall Rank
IWS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IWS Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWS Omega Ratio Rank: 6363
Omega Ratio Rank
IWS Calmar Ratio Rank: 7676
Calmar Ratio Rank
IWS Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FEMD vs. IWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Mid Cap Equity ETF (FEMD) and iShares Russell Mid-Cap Value ETF (IWS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FEMDIWSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.52

Martin ratioReturn relative to average drawdown

13.19

FEMD vs. IWS - Sharpe Ratio Comparison


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Drawdowns

FEMD vs. IWS - Drawdown Comparison

The maximum FEMD drawdown since its inception was -11.51%, smaller than the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FEMD and IWS.


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Drawdown Indicators


FEMDIWSDifference

Max Drawdown

Largest peak-to-trough decline

-11.51%

-62.40%

+50.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-20.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

Current Drawdown

Current decline from peak

-1.37%

-0.70%

-0.67%

Average Drawdown

Average peak-to-trough decline

-3.06%

-8.00%

+4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

Volatility

FEMD vs. IWS - Volatility Comparison


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Volatility by Period


FEMDIWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

13.56%

+7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

17.33%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.78%

19.35%

+1.43%

FEMD vs. IWS - Expense Ratio Comparison

FEMD has a 0.55% expense ratio, which is higher than IWS's 0.23% expense ratio.


Dividends

FEMD vs. IWS - Dividend Comparison

FEMD has not paid dividends to shareholders, while IWS's dividend yield for the trailing twelve months is around 1.33%.


PositionTTM20252024202320222021202020192018201720162015
FEMD
First Eagle Mid Cap Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWS
iShares Russell Mid-Cap Value ETF
1.33%1.53%1.50%1.76%1.93%1.39%1.87%1.97%2.53%1.96%2.10%2.14%

Frequently Asked Questions


With a correlation of 0.94, FEMD and IWS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IWS is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWS is cheaper with a 0.23% expense ratio, compared with 0.55% for FEMD.

IWS has the higher dividend yield at 1.33%, compared with 0.00% for FEMD.

They also come from different issuers: First Eagle and iShares. Their fees differ too: 0.55% for FEMD and 0.23% for IWS.

Portfolio Optimizer

Find the right allocation for FEMD and IWS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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